Anic Equity¶

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Total return since start: 0.577 %¶

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Equity now: -----------------------------> 48172.87 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 46777.97 Kr¶

PnL: ---------------------------------------> -110.6 Kr¶

DD now: ---------------------------------> -0.94 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-18 15:27:35.273243'

Anic Portfolio¶

Today¶

Return: 0.966 %¶

This Week¶

Return: 1.345 %¶

Total¶

Return: 57.706 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
HEBA B 70 0.000000 2870.000000 234.000000 8.880000 2636.000010
Beijer Electronics Group 26 1.510000 3151.200000 180.200000 6.070000 2971.000006
Samhällsbyggnadsbo. i Norden B 20 0.690000 437.000000 82.000000 23.100000 355.000000
Corem Property Group B 59 -0.890000 656.670000 79.670000 13.810000 576.999999
Boozt 12 0.770000 1719.600000 65.600000 3.970000 1653.999996
HMS Networks 2 1.060000 727.200000 54.200000 8.050000 673.000000
SAAB B 8 0.780000 3420.800000 43.800000 1.300000 3377.000000
FM Mattsson Mora Group B 50 0.000000 2970.000000 43.000000 1.470000 2927.000000
OEM International B 7 1.760000 565.600000 37.600000 7.120000 527.999997
Intrum 4 1.830000 556.200000 29.200000 5.540000 527.000000
Eastnine 4 2.060000 516.000000 25.000000 5.090000 491.000000
Norva24 Group 16 4.780000 568.000000 25.000000 4.600000 543.000000
Coor Service Management Hold. 8 1.390000 554.400000 22.400000 4.210000 532.000000
MedCap 2 -0.230000 439.000000 18.000000 4.280000 421.000000
Fastighetsbolag. Emilshus Pref 21 0.000000 577.500000 15.500000 2.760000 562.000005
Samhällsbyggnadsbo. i Norden D 12 -0.180000 259.200000 13.200000 5.370000 246.000000
AcadeMedia 12 1.670000 570.000000 13.000000 2.330000 557.000004
Resurs Holding 22 0.870000 583.660000 9.660000 1.680000 573.999998
Karnov Group 9 -1.150000 541.800000 5.800000 1.080000 536.000004
Securitas B 6 1.100000 575.640000 5.640000 0.990000 570.000000
Swedbank A 3 1.690000 568.500000 4.500000 0.800000 564.000000
Creaspac SPAC 6 -0.100000 577.800000 0.800000 0.140000 577.000002
Essity B 2 -1.170000 573.200000 -0.800000 -0.140000 574.000000
Handelsbanken A 5 0.140000 544.750000 -1.250000 -0.230000 546.000000
CTEK 13 1.420000 530.270000 -3.730000 -0.700000 533.999999
Midsona B 63 -0.860000 578.340000 -4.660000 -0.800000 582.999984
Essity A 4 -1.890000 1144.000000 -5.000000 -0.440000 1149.000000
Nordea Bank Abp 29 -0.080000 3446.360000 -7.640000 -0.220000 3453.999992
International Petroleum Corp. 5 2.580000 557.000000 -37.570000 -6.320000 594.565215
Vivesto 1368 2.010000 570.180000 -42.820000 -6.990000 612.999432
Sampo Oyj SDB 7 -0.190000 3773.000000 -77.000000 -2.000000 3850.000000
OX2 18 1.250000 1532.700000 -131.300000 -7.890000 1663.999992
Axfood 13 1.010000 3624.400000 -131.600000 -3.500000 3756.000001
Ovzon 52 4.420000 3068.000000 -294.000000 -8.740000 3361.999992
Fasadgruppen Group 35 -0.810000 3430.000000 -381.000000 -10.000000 3810.999990
TOTAL 46777.970000 -110.600000 -0.93979% 46888.564618

Updated:¶

'2023-01-18 15:27:47.650631'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶